SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A Bayesian Approach to Real Options: The Case of Distinguishing between Temporary and Permanent Shocks
16 references·7 citing·41 second hop
A Bayesian Approach to Real Options: The Case of Distinguishing between Temporary and Permanent Shocks (2010)A Bayesian Approach to Real Options: The …The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…Stochastic Calculus for Finance II (2004)Stochastic Calculus for Finan…Option Exercise Games: An Application to the Equilibrium Investment Strategies of Firms (2002)Option Exercise Games: An App…Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Valuing American Options by S…Counterparty Risk and the Pricing of Defaultable Securities (2001)Counterparty Risk and the Pri…Venture capital financing, moral hazard, and learning (1998)Venture capital financing, mo…The Strategic Exercise of Options: Development Cascades and Overbuilding in Real Estate Markets (1996)The Strategic Exercise of Opt…Plant-Level Adjustment and Aggregate Investment Dynamics (1995)Plant-Level Adjustment and Ag…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyTime to build, option value, and investment decisions (1987)Time to build, option value, …Urban Land Prices Under Uncertainty (1985)Urban Land Prices Under Uncer…Evaluating Natural Resource Investments (1985)Evaluating Natural Resource I…The Value of Waiting to Invest (1982)The Value of Waiting to InvestControlled Diffusion Processes (1980)Controlled Diffusion ProcessesJob Matching and the Theory of Turnover (1979)Job Matching and the Theory o…Policy uncertainty and corporate investment: public versus private firms (2022)Policy uncertainty and corpor…Bayesian analysis in entrepreneurship decision-making research (2018)Bayesian analysis in entrepre…Learning from Feedback: Evidence from New Ventures (2017)Learning from Feedback: Evide…Understanding the relation between accruals and volatility: A real options-based investment approach (2016)Understanding the relation be…Investment Timing with Incomplete Information and Multiple Means of Learning (2015)Investment Timing with Incomp…Investment under Uncertainty with Financial Constraints (2014)Investment under Uncertainty …Incomplete information, idiosyncratic volatility and stock returns (2012)Incomplete information, idios…Capital Theory and Investment Behavior (1963)Option pricing when underlying stock returns are discontinuous (1976)Irreversibility, Uncertainty, and Cyclical Investment (1980)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Joint Ventures and the Option to Expand and Acquire (1991)Operating Flexibility, Global Manufacturing, and the Option Value of a Multinational Network (1994)Information and Consumer Behavior (1970)Searching for the Lowest Price When the Distribution of Prices Is Unknown (1974)A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data (1984)Earnings Losses of Displaced Workers (1992)The Cyclical Behavior of Equilibrium Unemployment and Vacancies (2005)The Pricing of Options and Corporate Liabilities (1973)Determinants of corporate borrowing (1977)A Theory of the Term Structure of Interest Rates (1985)Entry and Exit Decisions under Uncertainty (1989)Irreversibility, Uncertainty, and Investment (1990)Theory of Rational Option Pricing (1973)Regression methods for pricing complex American-style options (2001)New frontiers for arch models (2002)Option Pricing Under a Double Exponential Jump Diffusion Model (2004)Theory of rational option pricing (2005)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)The Impact of Uncertainty Shocks (2007)Measuring Uncertainty (2015)Measuring Economic Policy Uncertainty* (2016)Measuring Geopolitical Risk (2022)Time to Build and Aggregate Fluctuations (1982)Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases (1988)Real Options and Interactions with Financial Flexibility (1993)Strategy through the Option Lens: An Integrated View of Resource Investments and the Incremental-Choice Process (1993)Stochastic Differential Utility (1992)Martingale Methods in Financial Modelling (1997)Arbitrage Theory in Continuous Time (1998)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)A Liquidity-Based Theory of Closed-End Funds (2008)ASSET PRICE BUBBLES IN INCOMPLETE MARKETS (2010)Numerical Solution of Stochastic Differential Equations (2016)Capital markets research in accounting (2001)
this work references cited by second hop

References

  • 1994Investment Under Uncertainty.9,497 cited
  • 1994Investment under Uncertainty9,016 cited
  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 1982The Value of Waiting to Invest3,606 cited
  • 2001Valuing American Options by Simulation: A Simple Least-Squares Approach3,218 cited
  • 1979Job Matching and the Theory of Turnover3,125 cited
  • 1985Evaluating Natural Resource Investments2,379 cited
  • 1980Controlled Diffusion Processes1,311 cited
  • 1987Time to build, option value, and investment decisions912 cited
  • 2004Stochastic Calculus for Finance II748 cited
  • 1998Venture capital financing, moral hazard, and learning727 cited
  • 2001Counterparty Risk and the Pricing of Defaultable Securities662 cited
  • 1985Urban Land Prices Under Uncertainty640 cited
  • 1996The Strategic Exercise of Options: Development Cascades and Overbuilding in Real Estate Markets632 cited
  • 2002Option Exercise Games: An Application to the Equilibrium Investment Strategies of Firms600 cited
  • 1995Plant-Level Adjustment and Aggregate Investment Dynamics

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

481 cited

Cited by

  • 2015Investment Timing with Incomplete Information and Multiple Means of Learning61 cited
  • 2016Understanding the relation between accruals and volatility: A real options-based investment approach51 cited
  • 2014Investment under Uncertainty with Financial Constraints38 cited
  • 2017Learning from Feedback: Evidence from New Ventures36 cited
  • 2012Incomplete information, idiosyncratic volatility and stock returns35 cited
  • 2022Policy uncertainty and corporate investment: public versus private firms26 cited
  • 2018Bayesian analysis in entrepreneurship decision-making research24 cited